A willingness to search for physical explanations should not be mistaken for claiming that there is one simply because there must be one, which would be as fallacious as claiming that there isn't one simply because there can not be one. This is a distinct fallacy from the one of claiming that there isn't one because I can't imagine that there could be one, or that it can't be done because it hasn't been done so far.

As for having an opinion, on the other hand, that usually depends on which remarkable circumstance one thinks is less implausible.